Optimise liquidity metrics such as LCR, NSFR and intraday liquidity to balance regulations alongside commercial demands at group and entity level

13-15 March 2019
Conrad London St. James, London, United Kingdom

Conference Workshop

Managing and monitoring funding through a harmonised capital and liquidity plan

The workshop will explore how to manage and monitor funding through a harmonised capital and liquidity plan to ensure consistency and create a streamlines approach. This topic of harmonisation will also be addressed in relation to ILAAP and ICAAP.

Workshop Moderator: Gary Wong, Partner

Company: Global Valuation Ltd.

Why You Should Attend

18th Annual Liquidity Management

A decade on from the financial crisis and we can say most
banks have strengthened liquidity plans in response to the LCR and NSFR. As
such banks have now positioned themselves in such a way that they can now focus
on not only maintaining compliance of LCR, NSFR, and look to tackle intraday
liquidity management, but also ensure they are optimising compliance by doing
this in a way that is best for the business (to be driving growth). The big
answer in relation to optimising liquidity metrics is granularity – banks
should look to set up liquidity buffers at group or entity level. How granular
a bank decides to go with their liquidity management setup depends on how
granular they want to drive behaviour and incentivise the business.

With this in mind, this marcus
evans conference will show banks how to optimise the LCR, NSFR, intraday
liquidity to right level of granularity, in turn feeding into more advanced FTP
modelling. Such matters will be addressed within the context of Brexit and other market changes such as the end of QE,
which coupled with the rising rate environment presents a risk of scarce
liquidity. The conference will also look at how banks are moving towards a more
streamlined approach to managing capital and liquidity alongside the
development of ‘Basel IV’ and other capital regulations.